+67.7%
ASML vs COP
+115.6%
-48.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.3% | -9.1% |
| 7D | -19.0% | -9.7% | -9.3% | -17.6% |
| 30D | -25.9% | +4.7% | -30.7% | -26.7% |
| 3M | -19.1% | +18.5% | -37.6% | -21.9% |
| 6M | -5.7% | +11.4% | -17.1% | -8.3% |
| YTD | +27.6% | +47.9% | -20.3% | +13.4% |
| 1Y | +30.8% | +59.3% | -28.6% | +13.4% |
| 3Y | +116.2% | +23.6% | +92.6% | +97.8% |
| 5Y | +67.7% | +113.1% | -45.4% | +30.6% |
| All | +67.7% | +115.6% | -48.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling